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A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.; Taylor, Stephen J.; Yu, Peng - In: Journal of banking & finance 34 (2010) 11, pp. 2678-2694
Persistent link: https://www.econbiz.de/10008447825
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Hysteresis effects under CIR interest rates
Dias, José Carlos; Shackleton, Mark B. - In: European journal of operational research : EJOR 211 (2011) 3, pp. 594-601
Persistent link: https://www.econbiz.de/10008848837
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Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits
Hwang, Soosung; Keswani, Aneel; Shackleton, Mark B. - In: Journal of banking & finance 32 (2008) 5, pp. 643-654
Persistent link: https://www.econbiz.de/10008883959
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Omitted debt risk, financial distress and the cross-section of expected equity returns
Aretz, Kevin; Shackleton, Mark B. - In: Journal of banking & finance 35 (2011) 5, pp. 1213-1228
Persistent link: https://www.econbiz.de/10008889093
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The Binominal Black-Scholes model and the Greeks
Chung, San-lin; Shackleton, Mark B. - In: The journal of futures markets 22 (2002) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10001646605
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An empirical investigation of UK option returns : overpricing and the role of higher systematic moments
Shackleton, Mark B. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002625331
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Strategic entry and market leadership in a two-player real options game
Shackleton, Mark B.; Tsekrekos, Andrianos E.; … - In: Journal of banking & finance 28 (2004) 1, pp. 179-201
Persistent link: https://www.econbiz.de/10001857284
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On the errors and comparison of Vega estimation methods
Chung, San-lin; Shackleton, Mark B. - In: The journal of futures markets 25 (2005) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10002528175
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Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models
Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen; … - In: Journal of banking & finance 28 (2004) 10, pp. 2541-2563
Persistent link: https://www.econbiz.de/10002233147
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On the use and improvement of Hull and White's control variate technique
Chung, San-Lin; Shackleton, Mark B. - In: Applied financial economics 15 (2005) 16, pp. 1171
Persistent link: https://www.econbiz.de/10007637988